Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.02% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'545 CHF | 99'515 CHF | 99.55% | 99.55% |
12.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'438 CHF | 100'479 CHF | 96.93% | 96.93% |
11.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'629 CHF | 114'710 CHF | 96.24% | 96.24% |
10.07.2024 | 1.14% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 322'273 | 107'424 | 278'918 CHF | 94'047 CHF | 99.58% | 99.58% |
09.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'326 CHF | 90'109 CHF | 99.50% | 99.50% |
08.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'096 CHF | 87'365 CHF | 99.56% | 99.56% |
05.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'567 CHF | 88'522 CHF | 99.14% | 99.14% |
04.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'471 | 100'157 | 266'131 CHF | 89'712 CHF | 99.58% | 99.58% |
03.07.2024 | 1.16% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 342'215 | 114'072 | 293'176 CHF | 98'866 CHF | 99.45% | 99.45% |
02.07.2024 | 1.17% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 343'006 | 114'335 | 289'463 CHF | 97'631 CHF | 99.53% | 99.53% |